-100.0%
SOXS vs FGI
-6.2%
-93.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -4.8% |
| 7D | -15.6% | +5.2% | -20.7% | -15.4% |
| 30D | +4.8% | +65.2% | -60.5% | +9.4% |
| 3M | -21.6% | +30.2% | -51.8% | -18.5% |
| 6M | -99.3% | +87.8% | -187.1% | -99.2% |
| YTD | -99.5% | +32.5% | -132.0% | -99.5% |
| 1Y | -99.8% | +93.6% | -193.4% | -99.7% |
| 3Y | -100.0% | -2.6% | -97.4% | -100.0% |
| All | -100.0% | -6.2% | -93.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling